Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47249.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45854.17 Kr¶

PnL: ---------------------------------------> -1034.4 Kr¶

DD now: ---------------------------------> -2.839 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:39:12.551730'

Anic Portfolio¶

This Week¶

Return: -1.301 %¶

Total¶

Return: 54.814 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
FM Mattsson Mora Group B 50 -3.060000 3005.000000 78.000000 2.660000 2927.000000
Beijer Electronics Group 26 -1.680000 3042.000000 71.000000 2.390000 2971.000006
SAAB B 8 0.160000 3412.800000 35.800000 1.060000 3377.000000
MedCap 2 -0.440000 454.000000 33.000000 7.840000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.870000 387.500000 32.500000 9.150000 355.000000
Corem Property Group B 59 -2.270000 608.290000 31.290000 5.420000 576.999999
AcadeMedia 12 -3.750000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -1.440000 600.600000 26.600000 4.630000 573.999998
HMS Networks 2 -3.150000 688.400000 15.400000 2.290000 673.000000
Swedbank A 3 -0.540000 577.950000 13.950000 2.470000 564.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -2.050000 1662.000000 8.000000 0.480000 1653.999996
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Intrum 4 -3.410000 526.800000 -0.200000 -0.040000 527.000000
OEM International B 7 -2.080000 527.800000 -0.200000 -0.040000 527.999997
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Nordea Bank Abp 29 -0.170000 3448.680000 -5.320000 -0.150000 3453.999992
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 -2.200000 561.330000 -21.670000 -3.720000 582.999984
Essity B 2 -2.180000 548.400000 -25.600000 -4.460000 574.000000
CTEK 13 -2.610000 503.880000 -30.120000 -5.640000 533.999999
International Petroleum Corp. 5 -1.880000 547.500000 -47.070000 -7.920000 594.565215
Essity A 4 -3.010000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.000000 3582.800000 -173.200000 -4.610000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -3.170000 1402.200000 -261.800000 -15.730000 1663.999992
Ovzon 52 -2.900000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45894.680000 -993.890000 -2.756% 46888.564618

Updated:¶

'2023-01-25 14:38:03.660555'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶